{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np # 数据处理最重要的模块\n",
    "import pandas as pd # 数据处理最重要的模块\n",
    "import scipy.stats as stats # 统计模块\n",
    "from datetime import datetime # 时间模块\n",
    "import scipy\n",
    "import statsmodels.api as sm"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [],
   "source": [
    "data1 = pd.read_csv('multiTimeline——week.csv')\n",
    "data2 = pd.read_csv('multiTimeline——stock.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>中美关系: (中国)</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>周</th>\n",
       "      <th></th>\n",
       "    </tr>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2019-12-15</th>\n",
       "      <td>26</td>\n",
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       "      <th>2020-01-12</th>\n",
       "      <td>69</td>\n",
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       "      <th>2024-11-17</th>\n",
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       "      <th>2024-12-08</th>\n",
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       "            中美关系: (中国)\n",
       "周                     \n",
       "2019-12-15          26\n",
       "2019-12-22          17\n",
       "2019-12-29          16\n",
       "2020-01-05          13\n",
       "2020-01-12          69\n",
       "...                ...\n",
       "2024-11-17           3\n",
       "2024-11-24           0\n",
       "2024-12-01           2\n",
       "2024-12-08           2\n",
       "2024-12-15           1\n",
       "\n",
       "[262 rows x 1 columns]"
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     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
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   "source": [
    "data1['周'] = pd.to_datetime(data1['周'])\n",
    "data_1=data1.set_index('周')\n",
    "data_1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
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       "<Figure size 800x400 with 1 Axes>"
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     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "from matplotlib import style\n",
    "import matplotlib.pyplot as plt  # 画图模块\n",
    "import matplotlib.dates as mdates\n",
    "from matplotlib.font_manager import FontProperties # 作图中文\n",
    "from pylab import mpl\n",
    "%matplotlib inline\n",
    "%config InlineBackend.figure_format = 'svg'# Change the figure style\n",
    "fig = plt.figure(figsize=(8, 4))\n",
    "ax1 = fig.add_subplot(1, 1, 1)  #(x, x, x)这里前两个表示几*几的网格，最后一个表示第几子图\n",
    "ax1.plot(data_1['中美关系: (中国)'],color='red',marker='.',linestyle='-'\n",
    "         ,linewidth=1,markersize=6,alpha=0.4,label='onlinedata')\n",
    "ax1.set_xlabel('time')  # 设置横坐标标签\n",
    "ax1.set_ylabel('revenue')  # 设置左边纵坐标标签\n",
    "ax1.set_title(\"revenue\")  # 给整张图命名\n",
    "data_format = mdates.DateFormatter('%Y')\n",
    "ax1.xaxis.set_major_formatter(data_format)\n",
    "ax1.xaxis.set_major_locator(mdates.YearLocator())\n",
    "plt.xticks(rotation = 90)\n",
    "lines, labels = ax1.get_legend_handles_labels()\n",
    "fig = plt.gcf()\n",
    "fig.savefig('中美关系.pdf', bbox_inches='tight')\n",
    "plt.show();"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "count    262.000000\n",
       "mean       6.385496\n",
       "std       10.528208\n",
       "min        0.000000\n",
       "25%        0.000000\n",
       "50%        4.000000\n",
       "75%        7.000000\n",
       "max      100.000000\n",
       "Name: 中美关系: (中国), dtype: float64"
      ]
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     "execution_count": 23,
     "metadata": {},
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   ],
   "source": [
    "descriptive_stats = data1['中美关系: (中国)'].describe()\n",
    "descriptive_stats"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "             周  中美关系: (中国)   z_score\n",
      "4   2020-01-12          69  5.947309\n",
      "31  2020-07-19          50  4.142633\n",
      "32  2020-07-26          48  3.952667\n",
      "65  2021-03-14         100  8.891780\n",
      "100 2021-11-14          41  3.287787\n",
      "204 2023-11-12          52  4.332599\n"
     ]
    }
   ],
   "source": [
    "#列出异常值节点\n",
    "data1['z_score'] = (data1['中美关系: (中国)']-data1['中美关系: (中国)'].mean())/data1['中美关系: (中国)'].std()\n",
    "threshold = 3\n",
    "outliers = data1[data1['z_score'].abs() > threshold]\n",
    "print(outliers[['周', '中美关系: (中国)', 'z_score']])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "       lb_stat     lb_pvalue\n",
      "1    58.959997  1.609102e-14\n",
      "5   132.088966  8.574129e-27\n",
      "10  158.263118  7.396327e-29\n"
     ]
    }
   ],
   "source": [
    "#检验时序数据是否存在自相关性\n",
    "from statsmodels.stats.diagnostic import acorr_ljungbox\n",
    "lb_test = acorr_ljungbox(data_1, lags=[1, 5, 10])\n",
    "print(lb_test)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {},
   "outputs": [
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   "source": [
    "data_1['中美关系: (中国)'].plot(kind='hist', bins=30, alpha=0.7)\n",
    "plt.title('Histogram of Time Series Data')\n",
    "plt.xlabel('Value')\n",
    "plt.ylabel('Frequency')\n",
    "plt.savefig('histogram1.pdf', bbox_inches='tight')\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
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    "data_1['中美关系: (中国)'].plot(kind='kde')\n",
    "plt.title('Kernel Density Estimate of Time Series Data')\n",
    "plt.xlabel('Value')\n",
    "plt.ylabel('Density')\n",
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   "source": [
    "问题二"
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   "cell_type": "code",
   "execution_count": 28,
   "metadata": {},
   "outputs": [
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       "      <th>中国股市: (中国)</th>\n",
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       "            中国股市: (中国)\n",
       "月份                    \n",
       "2004-01-01           2\n",
       "2004-02-01           2\n",
       "2004-03-01           2\n",
       "2004-04-01           2\n",
       "2004-05-01           2\n",
       "...                ...\n",
       "2024-08-01           3\n",
       "2024-09-01           9\n",
       "2024-10-01          14\n",
       "2024-11-01           4\n",
       "2024-12-01           2\n",
       "\n",
       "[252 rows x 1 columns]"
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     },
     "execution_count": 28,
     "metadata": {},
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    "data2['月份'] = pd.to_datetime(data2['月份'])\n",
    "data_2=data2.set_index('月份')\n",
    "data_2"
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   ],
   "source": [
    "fig = plt.figure(figsize=(8, 4))\n",
    "ax1 = fig.add_subplot(1, 1, 1)  #(x, x, x)这里前两个表示几*几的网格，最后一个表示第几子图\n",
    "ax1.plot(data_2['中国股市: (中国)'],color='red',marker='.',linestyle='-',\n",
    "         linewidth=1,markersize=6,alpha=0.4,label='searchindex')\n",
    "ax1.set_xlabel('time')  # 设置横坐标标签\n",
    "ax1.set_ylabel('revenue')  # 设置左边纵坐标标签\n",
    "ax1.set_title(\"revenue\")  # 给整张图命名\n",
    "data_format = mdates.DateFormatter('%Y')\n",
    "ax1.xaxis.set_major_formatter(data_format)\n",
    "ax1.xaxis.set_major_locator(mdates.YearLocator())\n",
    "plt.xticks(rotation = 90)\n",
    "lines, labels = ax1.get_legend_handles_labels()\n",
    "fig = plt.gcf()\n",
    "fig.savefig('中国股市.pdf', bbox_inches='tight')\n",
    "plt.show();"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "count    252.000000\n",
       "mean       3.238095\n",
       "std        7.143301\n",
       "min        0.000000\n",
       "25%        1.000000\n",
       "50%        2.000000\n",
       "75%        3.000000\n",
       "max      100.000000\n",
       "Name: 中国股市: (中国), dtype: float64"
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "descriptive_stats = data2['中国股市: (中国)'].describe()\n",
    "descriptive_stats"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "            月份  中国股市: (中国)    z_score\n",
      "138 2015-07-01         100  13.545825\n",
      "139 2015-08-01          32   4.026416\n"
     ]
    }
   ],
   "source": [
    "data2['z_score']=(data2['中国股市: (中国)']-data2['中国股市: (中国)'].mean())/data2['中国股市: (中国)'].std()\n",
    "threshold = 3\n",
    "outliers = data2[data2['z_score'].abs() > threshold]\n",
    "print(outliers[['月份', '中国股市: (中国)', 'z_score']])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "      lb_stat     lb_pvalue\n",
      "1   65.120637  7.045042e-16\n",
      "5   80.622533  6.217284e-16\n",
      "10  81.163967  2.967782e-13\n"
     ]
    }
   ],
   "source": [
    "from statsmodels.stats.diagnostic import acorr_ljungbox\n",
    "lb_test = acorr_ljungbox(data_2, lags=[1, 5, 10])\n",
    "print(lb_test)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "metadata": {},
   "outputs": [
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   "source": [
    "data_2['中国股市: (中国)'].plot(kind='hist', bins=30, alpha=0.7)\n",
    "plt.title('Histogram of Time Series Data')\n",
    "plt.xlabel('Value')\n",
    "plt.ylabel('Frequency')\n",
    "plt.savefig('histogram2.pdf', bbox_inches='tight')\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "metadata": {},
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    "data_2['中国股市: (中国)'].plot(kind='kde')\n",
    "plt.title('Kernel Density Estimate of Time Series Data')\n",
    "plt.xlabel('Value')\n",
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